+198.2%
ESI vs IAG
+238.3%
-40.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +5.5% | -7.7% | +13.2% | +6.2% |
| 30D | -7.8% | +1.6% | -9.3% | -8.0% |
| 3M | -15.0% | -2.4% | -12.6% | -15.0% |
| 6M | -24.9% | -7.8% | -17.1% | -24.7% |
| YTD | +33.2% | +5.0% | +28.2% | +31.6% |
| 1Y | +24.9% | +25.7% | -0.8% | +21.7% |
| 3Y | +77.8% | +694.5% | -616.7% | +48.1% |
| 5Y | +37.1% | +421.7% | -384.5% | +13.6% |
| 10Y | +320.5% | +382.5% | -61.9% | +229.7% |
| All | +198.2% | +238.3% | -40.1% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling